There are a lot of speculations about how Mr. Bean is an Alien (from outer-space).

I haven't been able to turn up anything definitive, except for this:

However, later episodes showed Mr. Bean dropping from the night sky in a deserted London street against the backdrop of St Paul's Cathedral. At the end of episodes three and six he is also shown being sucked right back up into the sky in the respective background scenes (black scene in episode 3 and street scene in episode 6). Atkinson has acknowledged that Bean "has a slightly alien aspect to him".-http://en.wikipedia.org/wiki/Mr._Bean#Characters_and_recurring_props. [emphasis mine]

3 Answers
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From the same source as the question (the sentence before) I think it's clear that he probably isn't an alien:

At the beginning of episode two onwards, Mr. Bean falls from the sky in a beam of light, accompanied by a choir singing Ecce homo qui est faba ("Behold the man who is a bean"), recorded by Southwark Cathedral Choir in 1990. These opening sequences were initially in black and white in episodes two and three, and were intended by the producers to show his status as an "ordinary man cast into the spotlight".

Mr. Bean being an alien is more of a myth that it's creators unintentionally created because of the opening of the original TV series.

But in reality Mr. Bean is born English and not an alien, in the film Bean: The Movie, he visits America on his English passport.

In Mr. Bean animated series, one of the episode that I remember, he was taken by alien space ship where he met aliens, which looked like him. In the end of the episode
he is sent back by the aliens similar to the opening scene. Which makes connection to the opening scene of the original TV series.

Thank you for your interest in this question.
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